+74.1%
MUB vs BIDU
+259.1%
-185.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | -1.3% | -4.6% | +3.3% | -1.2% |
| 30D | +2.2% | -4.5% | +6.7% | +2.2% |
| 3M | -1.6% | -25.4% | +23.7% | -1.5% |
| 6M | -1.3% | -48.1% | +46.8% | -0.9% |
| YTD | -0.7% | -40.2% | +39.5% | -0.4% |
| 1Y | -0.2% | -35.2% | +35.0% | 0.0% |
| 3Y | +9.6% | -27.1% | +36.7% | +9.7% |
| 5Y | +2.6% | -54.2% | +56.7% | +2.6% |
| 10Y | +21.5% | -52.0% | +73.5% | +21.2% |
| All | +74.1% | +259.1% | -185.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling